+10.0%
CNH vs SHAK
-3.6%
+13.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.5% | +8.7% | +3.2% |
| 7D | +1.8% | -7.2% | +9.0% | +3.0% |
| 30D | +32.6% | -11.8% | +44.4% | +35.3% |
| 3M | +29.4% | +17.2% | +12.3% | +25.5% |
| 6M | +26.0% | -34.1% | +60.1% | +33.4% |
| YTD | +52.2% | -22.4% | +74.6% | +55.5% |
| 1Y | +23.9% | -35.9% | +59.8% | +31.0% |
| All | +10.0% | -3.6% | +13.6% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling